Statistical Machine Learning is a second graduate level course in advanced machine learning , assuming students have taken Machine Learning (10-715) and Intermediate Statistics (36-705). The term "statistical" in the title reflects the emphasis on statistical theory and methodology.

The course combines methodology with theoretical foundations and computational aspects. It treats both the "art" of designing good learning algorithms and the "science" of analyzing an algorithm's statistical properties and performance guarantees. Theorems are presented together with practical aspects of methodology and intuition to help students develop tools for selecting appropriate methods and approaches to problems in their own research.